For stock, simmer shrimp shells in about 6½ cups of water for 20 minutes.

In a 6-8 quart pot, make roux: Heat oil, then sprinkle in flour gradually, as you whisk. Cook flour and oil on medium heat about 20 minutes, to a very dark reddish brown. Stir constantly, especially towards the end. (Be gutsy. The best roux is quite dark, but don’t let it burn. Dark roux is what makes this gumbo great. )